Self-Adaptive MOEA Feature Selection for Classification of Bankruptcy Prediction Data

Algorithm 1

Reduced Pareto set genetic algorithm (RPSGA).

Create a random initial population (internal);

Create an empty external population;

while Not Stopping Condition do

 Evaluate internal population;

 Compute ranking of individuals using clustering;

 Compute fitness of the individuals using a ranking function;

 Copy the best individuals to the external population;

  if External population becomes full then

  Apply the clustering to this population;

  Copy the best individuals to the internal population;

  end if

 Select the individuals for reproduction;

 Crossover;

 Mutation;

 Archive best solutions;

end while